| 经济波动同步性、需求冲击与供给冲击——来自海湾国家的实证分析 |
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| 引用本文： | 陈继勇,梁柱. 经济波动同步性、需求冲击与供给冲击——来自海湾国家的实证分析[J]. 经济评论, 2010, 0(3) |
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| 作者姓名： | 陈继勇 梁柱 |
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| 作者单位： | 武汉大学经济与管理学院; |
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| 基金项目： | 国家社会科学基金重点项目(07AJL016);;国家自然科学基金项目(70773082);;教育部人文社会科学重点研究基地重大项目(07JJD790142);;国家软科学项目(2009GX3K040)的阶段性研究成果 |
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| 摘 要： | 本文运用结构向量自回归模型,将海湾六国产出的同步波动性和遭受冲击的对称性联系起来。研究发现,1977-2006年间海湾六国遭受需求冲击的对称程度要高于供给冲击,对称性的需求冲击对维持六国经济周期的同步性既显著又重要,而供给冲击的对称性对维持六国经济周期的同步性几乎没有作用;另外,本文没有发现供给和需求冲击的对称性对经济周期的同步波动有滞后影响。本文实证研究的结果对于海湾六国未来单一货币的汇率制度选择具有重要的参考意义。
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| 关 键 词： | 需求冲击 供给冲击 对称性 经济周期同步性 |
The Synchronization of Economic Fluctuations,Demand Shock and Supply Shock:An Empirical Analysis of GCC Countries |
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| Chen Jiyong , Liang Zhu. The Synchronization of Economic Fluctuations,Demand Shock and Supply Shock:An Empirical Analysis of GCC Countries[J]. Economic Review, 2010, 0(3) |
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| Authors: | Chen Jiyong Liang Zhu |
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| Affiliation: | School of Economics and Management;Wuhan University |
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| Abstract: | This paper innovatively connects the co-movements of outputs of six GCC countries with the symmetry of shocks through a smart data structure and a panel regression model.The empirical results show that during 1977-2006,the symmetry of demand shocks in GCC countries is higher than that of supply shocks,and the effects of symmetric demand shocks is significant and important to maintain the business cycle synchronization of six countries,but the symmetry of demand shocks nearly have no effects on the business ... |
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| Keywords: | Demand Shock Supply Shock Business Cycle Synchronization |
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